Home Up Contents                          Performance.                                                                                                                                                                                                                                                                                                                                                                                                                                       

 

                    

   Home
Up
'SummaryExplanation'.
4 Year Summary.
10 Year summary.

 

The performance of a Trading system is measured by a number of factors over a reasonable period of time and with a meaningful number of trades. The Omega Technical Analysis Platforms; Supercharts 4 or Tradestation 2000i provide a built in Performance program which allows the trader to run a Trading System against historical data to obtain a comprehensive report- 'The Performance Summary'. In order to calculate the statistics the underlying security is considered to be a 'Future' and the number of points it makes or loses in a trade is multiplied by the Point factor of the Future. For example if the security is the FTSE100 Future (10 /Point) and the trading program is the 'RH FTSE Future' then a 100point rise obtained in a Long contract would result in a profit of 10x100= 1,000.The Performance program analyses each of the trades for the period of time being measured and then produces a Summary that includes all the main points which a trader would review when considering a system. These criteria are described in the  'Summary Explanation.'

We suggest you print off the 'Detailed Summary Explanation' for reference before reviewing 
the following four and ten year summaries. Then go to the individual trades and then to the associated graph of the Equity Curve to gain an overall view of performance.

As there is a lot of information in the following performance pages they will take an average of 14secs to load fully; We apologise for the time but believe it is necessary to show the full picture.